iShares Core MSCI EAFE ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.73% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 3.61 | |
| 0.1151 | 20.69 | |
| 0.8509 | 181.96 | |
| 0.5133 | 16.00 |
Estimation Period:
Oct 24, 2012 to Feb 13, 2026
Oct 24, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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